Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.663 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 50793.45 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45234.53 Kr¶

PnL: ---------------------------------------> -343.06 Kr¶

DD now: ---------------------------------> -4.38 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 13:52:49.400973'

Anic Portfolio¶

This Week¶

Return: 0.088 %¶

Total portfolio value¶

Return including deposits: 66.294 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.410000 3600.000000 37.500000 1.050000 3562.500000
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
Hexatronic Group 15 3.830000 1091.100000 23.400000 2.190000 1067.700000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Orrön Energy 170 -2.500000 2054.450000 13.600000 0.670000 2040.850000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.980000 893.600000 10.400000 1.180000 883.200000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Addnode Group B 7 -1.810000 909.300000 6.300000 0.700000 903.000000
HEXPOL B 8 -0.410000 960.800000 5.600000 0.590000 955.200000
Atrium Ljungberg B 5 -0.330000 905.500000 4.000000 0.440000 901.500000
Sandvik 4 -1.120000 848.800000 3.200000 0.380000 845.600000
ASSA ABLOY B 4 -1.230000 993.200000 2.400000 0.240000 990.800000
Alimak Group 12 0.120000 1006.800000 2.400000 0.240000 1004.400000
Latour B 4 -2.860000 855.600000 1.600000 0.190000 854.000000
SKF B 5 -1.210000 979.500000 1.500000 0.150000 978.000000
JM 7 -1.310000 949.200000 1.400000 0.150000 947.800000
Hennes & Mauritz B 6 -1.160000 909.600000 -0.360000 -0.040000 909.960000
AcadeMedia 20 -1.060000 974.000000 -1.600000 -0.160000 975.600000
Biotage 1 -7.860000 145.400000 -2.100000 -1.420000 147.500000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
BioGaia B 8 -2.010000 899.200000 -3.200000 -0.350000 902.400000
Catena 2 -0.400000 798.800000 -4.800000 -0.600000 803.600000
Byggmax Group 33 -2.090000 959.640000 -5.280000 -0.550000 964.920000
Gränges 10 3.520000 1030.000000 -6.000000 -0.580000 1036.000000
Hoist Finance 36 0.180000 1000.800000 -7.200000 -0.710000 1008.000000
Vitrolife 3 -1.930000 669.600000 -7.400000 -1.090000 677.000001
BHG Group 109 -5.890000 1411.550000 -7.630000 -0.540000 1419.180000
EQT 4 -2.570000 862.800000 -8.000000 -0.920000 870.800000
OX2 12 -4.430000 894.000000 -12.600000 -1.390000 906.600000
Investor B 3 -1.560000 644.550000 -13.450000 -2.040000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -1.580000 2659.800000 -323.780000 -10.850000 2983.577733
TOTAL 45237.390000 -340.200000 -4.37505% 45577.591729

Updated:¶

'2023-06-19 13:51:43.750942'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶